Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2010

• Ralf Becker & Denise R Osborn & Dilem Yildirim, 2010, "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 141.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_09, Jul, revised Jul 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Aysit Tansel & Pinar Yasar, 2010, "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1002, Jun, revised Jun 2010.
• János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth, 2010, "Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 37-47.
• Aysit Tansel & Pinar Yasar, 2010, "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, volume 7, issue 2, pages 132-143, October.
• Huston, Barry & McGibany, James M & Nourzad, Farrokh, 2010, "Does Money Matter? An Empirical Investigation," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2010-09, Sep.
• Nourzad, Farrokh, 2010, "Assessing the Predictive Power of Labor-Market Indicators of Inflation," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2010-10, Sep.
• Dominique Guegan & Pierre-André Maugis, 2010, "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10040, May.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/10, May.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
• D.S. Poskitt & Arivalzahan Sengarapillai, 2010, "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/10, Jun.
• Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
• John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16016, May.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers, National Bureau of Economic Research, Inc, number 16567, Dec.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10810, Jul.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/14, Dec.
• Gabriel Rodríguez, 2010, "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-25, DOI: 10.1787/jbcma-2010-5km33sfv0xxn.
• Helmut Elsinger, 2010, "Independence Tests based on Symbolic Dynamics," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 165, Sep.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010, "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, volume 56, issue 2, pages 192-220, June.
• Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
• Yi-Ting Chen, 2010, "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 345-391, Summer.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 3, pages 1145-1194.
• Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0124, Dec.
• Gabriel Rodríguez, 2010, "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-284.
• Firouz Fallahi & Gabriel Rodríguez, 2010, "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-286.
• Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010, "Estimating inflation-at-risk (IaR) using extreme value theory (EVT)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 47, issue 2, pages 21-40, December.
• Karl-Kuno Kunze & Hans Gerhard Strohe, 2010, "Antipersistence in German stock returns," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 39, Aug.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego, 2010, "Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
  [A new approach to the analysis and rating Ecuadorian Cooperative System]," MPRA Paper, University Library of Munich, Germany, number 21463, Feb, revised 05 Mar 2010.
• Buss, Ginters, 2010, "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper, University Library of Munich, Germany, number 22147, Apr.
• Fischer, Justina AV, 2010, "Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 22272, Apr.
• Grassi, Stefano & Proietti, Tommaso, 2010, "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper, University Library of Munich, Germany, number 22569, May.
• Emenike, Kalu O., 2010, "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 22723, Jan.
• Janczura, Joanna & Weron, Rafal, 2010, "Goodness-of-fit testing for regime-switching models," MPRA Paper, University Library of Munich, Germany, number 22871, May.
• Filoso, Valerio, 2010, "Regression Anatomy, Revealed," MPRA Paper, University Library of Munich, Germany, number 23224, Jun.
• Janczura, Joanna & Weron, Rafal, 2010, "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper, University Library of Munich, Germany, number 23296, Jun.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper, University Library of Munich, Germany, number 23412, Jun.
• Mitze, Timo, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper, University Library of Munich, Germany, number 23540, Jun.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal Vector Autoregression," MPRA Paper, University Library of Munich, Germany, number 23717, Apr.
• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010, "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper, University Library of Munich, Germany, number 23752, Jan.
• Hasanov, Mübariz & Omay, Tolga, 2010, "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper, University Library of Munich, Germany, number 23764, Jul.
• Malik, Sadia Mariam & Janjua, Yasin, 2010, "Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging," MPRA Paper, University Library of Munich, Germany, number 24612, Mar.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper, University Library of Munich, Germany, number 24981, Jun.
• Gupta, Abhishek, 2010, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 26718, Oct.
• Faust, Jon & Gupta, Abhishek, 2010, "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper, University Library of Munich, Germany, number 26721, Oct.
• Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
• Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
• Doko Tchatoka, Firmin, 2010, "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper, University Library of Munich, Germany, number 29611, Nov, revised 02 Feb 2012.
• Hidayat, Budi & Thabrany, Hasbullah, 2010, "Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour," MPRA Paper, University Library of Munich, Germany, number 30194, Mar, revised 17 May 2010.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal autoregressions for economic time series," MPRA Paper, University Library of Munich, Germany, number 32943, Aug.
• Liu, Chun, 2010, "Marginal likelihood calculation for gelfand-dey and Chib Method," MPRA Paper, University Library of Munich, Germany, number 34928, Oct.
• Marchese, Malvina, 2010, "Time series models of GDP: a reappraisal," MPRA Paper, University Library of Munich, Germany, number 36389.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2010, "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales
  [A Propensity Score Matching and Spatial Hedonic Prices Approach for," MPRA Paper, University Library of Munich, Germany, number 37178, Oct.
• Valdivia, Daney & Loayza, Lilian, 2010, "Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
  [Inflation targeting and its impact on the inflation expectations and economic growth volatility:," MPRA Paper, University Library of Munich, Germany, number 37328, Nov, revised 25 Aug 2011.
• Cornille, David & Meyler, Aidan, 2010, "The behaviour of consumer gas prices in an environment of high and volatile oil prices," MPRA Paper, University Library of Munich, Germany, number 39099, Jul.
• Chatelain, Jean-Bernard, 2010, "Can statistics do without artefacts?," MPRA Paper, University Library of Munich, Germany, number 42867, Dec.
• Rumyantsev, Mikhail I., 2010, "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
  [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48591, Nov.
• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2010, "Multimarket Contact in Italian Retail Banking: Competition and Welfare," MPRA Paper, University Library of Munich, Germany, number 48610, Oct, revised May 2013.
• Wong, Maisy, 2010, "The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models," MPRA Paper, University Library of Munich, Germany, number 51218.
• Ketenci, Natalya & Uz, Idil, 2010, "Trade in services: The elasticity approach for the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 86596.
• Ruthira Naraidoo & Leroi Raputsoane, 2010, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201004, Mar.
• Ruthira Naraidoo & Kasai Ndahiriwe, 2010, "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers, University of Pretoria, Department of Economics, number 201006, Mar.
• Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
• Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• Josef Arlt & Milan Bašta, 2010, "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 2, pages 99-117, DOI: 10.18267/j.pep.366.
• Jan Hanousek & Evžen Kočenda, 2010, "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
  [Effect of Intraday Information Flow on the Emerging European Stock Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 435-457, DOI: 10.18267/j.polek.740.
• John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 1228, Apr.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2010, "Outside And Inside Liquidity," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1395, Apr.
• Paulo M.M. Rodrigues & Antonio Rubia, 2010, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers, Banco de Portugal, Economics and Research Department, number w201011.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201032.
• Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010, "The choice between fixed and random effects models: some considerations for educational research," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-10, Jun.
• Lorraine Dearden, 2010, "Administrative Data and Economic Policy Evaluation," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-14, Jul.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2010, "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 10-08.
• Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series, National Centre for Econometric Research, number 65, Oct.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010, "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series, National Centre for Econometric Research, number 67, Nov.
• Barrera, Carlos R., 2010, "Redes neuronales para predecir el tipo de cambio diario," Working Papers, Banco Central de Reserva del Perú, number 2010-001, Jan.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2010-04, May.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers, Society for Economic Dynamics, number 1117.
• Nicolas Groshenny, 2010, "Monetary policy, inflation and unemployment. In Defense of the Federal Reserve," 2010 Meeting Papers, Society for Economic Dynamics, number 676.
• Yang Shao & Jian-guo Zheng, 2010, "An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 163-180, December.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Wolfang Polasek & Carlos Llano & Richard Sellner, 2010, "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 194-214, June.
• Nela Vlahinić-Dizdarević & Saša Žiković, 2010, "The role of energy in economic growth: the case of Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 28, issue 1, pages 35-60.
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009, "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series, Rimini Centre for Economic Analysis, number 05_09, Jan.
• Christopher Martin & Costas Milas, 2010, "Financial Stability and Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 12_10, Jan.
• Gianfranco Di Vaio & Kerstin Enflo, 2010, "Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run," Working Paper series, Rimini Centre for Economic Analysis, number 30_10, Jan.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Working Paper series, Rimini Centre for Economic Analysis, number 33_10, Jan.
• Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010, "Chow-Lin Methods in Spatial Mixed Models," Working Paper series, Rimini Centre for Economic Analysis, number 47_10, Jan.
• Wolfgang Polasek, 2011, "Marketing Response Models for Shrinking Beer Sales in Germany," Working Paper series, Rimini Centre for Economic Analysis, number 50_11, Nov.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.
• Olfa Maalaoui Chun & Georges Dionne & Pascal François, 2010, "Credit spread changes within switching regimes," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-1, Oct.
• Donghwan Oh & Kyttack Hong, 2010, "Balassa-Samuelson Effect in Won/Dollar and Won/Yen Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 1, pages 263-305, DOI: 10.11644/KIEP.JEAI.2010.14.1.215.
• Acaravici, Ali, 2010, "Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 140-154, July.
• Ciuiu, Daniel, 2010, "Informational Criteria for the Homoscedasticity of Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 231-244, July.
• Pavelescu, Florin Marius, 2010, "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 245-264, July.
• Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Thomas Siedler & Bettina Sonnenberg, 2010, "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers, German Data Forum (RatSWD), number 146.
• Justin Visagie & Ivan Turok, 2026, "Agglomeration and firm-level productivity in African cities," ERSA Working Paper Series, Economic Research Southern Africa, number 198, May.
• Manish Kumar, 2010, "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 1, pages 101-125, January, DOI: 10.1177/097380100900400105.
• Laura Bisio & Andrea Faccini, 2010, "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 133, May.
• Bozidar Cerovic, 2010, "Impact of Initial Conditions on Transition Progress: The Case of Montenegro," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 8, issue 2, pages 153-169.
• Alessandro Flamini & Costas Milas, 2010, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2010015, Jun, revised Jun 2010.
• Emil Stavrev, 2010, "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, volume 38, issue 1, pages 217-239, February, DOI: 10.1007/s00181-009-0263-0.
• Catherine Kyrtsou & Michel Terraza, 2010, "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 325-345, April, DOI: 10.1007/s00181-009-0268-8.
• Praveen Sinha, 2010, "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, volume 38, issue 2, pages 347-360, April, DOI: 10.1007/s00181-009-0269-7.
• Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2010, "On the relationship between female labour force participation and fertility in G7 countries: evidence from panel cointegration and Granger causality," Empirical Economics, Springer, volume 38, issue 2, pages 361-372, April, DOI: 10.1007/s00181-009-0270-1.
• Qin Xiao & Donghyun Park, 2010, "Seoul housing prices and the role of speculation," Empirical Economics, Springer, volume 38, issue 3, pages 619-644, June, DOI: 10.1007/s00181-009-0282-x.

2009

• Segoviano, Miguel A. & Goodhart, Charles, 2009, "Banking stability measures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24416, Jan.
• Gianfranco Di Vaio & Kerstin Enflo, 2009, "Did globalisation lead to segmentation? Identifying cross-country growth regimes in the long-run, 1870-2003," Working Papers, Economic History Society, number 9013, Apr.
• Christopher Martin & C Milas, 2009, "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 1/09.
• Waltman, L. & van Eck, N.J.P., 2009, "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-011-LIS, Mar.
• Katelijne A.E. Carbonez, 2009, "Model Selection and Estimation of Long-Memory Time-Series Models," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 512-554.
• Alex Ferreira & Sérgio Naruhiko Sakurai, 2009, "Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 09_09.
• Andrea Bastianin, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers, Fondazione Eni Enrico Mattei, number 2009.24, Apr.
• Cyril Caillault, Dominique Guégan, 2009, "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 26-50, April.
• Pereira, Pedro L. Valls, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 175, Jan.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-10.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-11.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Working Papers, Federal Reserve Bank of St. Louis, number 2009-051, DOI: 10.20955/wp.2009.051.
• Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009, "Frequentist inference in weakly identified DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-13.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_01, Feb.
• Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_02, Feb.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009, "Semiparametric vector MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_03, Feb.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers, Business School - Economics, University of Glasgow, number 2009_15, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers, Business School - Economics, University of Glasgow, number 2009_23, Jun.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009, "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 09-1.
• Cyril Caillault & Dominique Guegan, 2009, "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375765, Apr.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00423890, Aug.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print, HAL, number halshs-00423890, Aug.
• Alexandru Minea & C. Rault, 2009, "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Post-Print, HAL, number halshs-00539141, DOI: 10.11130/jei.2009.24.3.563.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," PSE Working Papers, HAL, number halshs-00574971, Dec.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," Working Papers, HAL, number halshs-00574971, Dec.
• Michael Funke & Marc Gronwald, 2009, "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20906, Jun.
• Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009, "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 193, Sep.
• Aas, Eline, 2009, "Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2008:6, Jun.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
• Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:6, Feb.
• Li, Yushu & Shukur, Ghazi, 2009, "Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:7, Feb.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009, "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers, Hong Kong Monetary Authority, number 0901, Jan.
• Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009, "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles, Harvard University Department of Economics, number 3007645.
• Wooldridge, Jeffrey M. & Imbens, Guido, 2009, "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles, Harvard University Department of Economics, number 3043416.
• Chetty, Nadarajan, 2009, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles, Harvard University Department of Economics, number 9748528.
• Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009, "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles, Harvard Kennedy School of Government, number 4435671.
• Toshiaki Watanabe & Masato Ubukata, 2009, "Option Pricing Using Realized Volatility and ARCH Type Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-066, Apr.
• Jui-Kuei Chen & I-Shuo Chen, 2009, "Performance Evaluation For The Banking Industry In Taiwan Based On Total Quality Management," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 49-60.
• Marcano, Luis & Ruprah, Inder J., 2009, "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers), Inter-American Development Bank, number 2900, Jan, DOI: http://dx.doi.org/10.18235/0011138.
• Luis Marcano & Inder J. Ruprah, 2009, "Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added," OVE Working Papers, Inter-American Development Bank, Office of Evaluation and Oversight (OVE), number 0109, Jan.
• Orazio Attanasio & Erich Battistin & Alice Mesnard, 2009, "Food and cash transfers: evidence from Colombia," IFS Working Papers, Institute for Fiscal Studies, number W09/15, Jul.
• Wagner, Martin & Hlouskova, Jaroslava, 2009, "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series, Institute for Advanced Studies, number 236, Mar.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009, "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series, Institute for Advanced Studies, number 241, Jul.
• Gökçe AKSOY & Onur OLGUN, 2009, "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 33-53.
• Mohammad S. Hasan, 2009, "Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 225-242, December.
• Per Asberg Sommar & Hovick Shahnazarian, 2009, "Interdependencies between Expected Default Frequency and the Macro Economy," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 83-110, September.
• Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009, "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2009-02, Feb, revised 30 Nov 2010.
• Alex Luiz Ferreira., 2009, "Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 51-66.
• Benavides, Guillermo, 2009, "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 09, pages 55-95, segundo s.
• Giancarlo Bruno, 2009, "Non-linear relation between industrial production and business surveys data," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 119, Sep.
• Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009, "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 29-47, December.
• Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009, "Determinants of interest rate exposure of Spanish banking industry," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-07, Apr.
• Busso, Matias & DiNardo, John & McCrary, Justin, 2009, "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers, IZA Network @ LISER, number 3998, Feb.
• Heckman, James J. & Todd, Petra E., 2009, "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers, IZA Network @ LISER, number 4304, Jul.
• Bargain, Olivier B. & Doorley, Karina, 2009, "In-Work Transfers in Good Times and Bad: Simulations for Ireland," IZA Discussion Papers, IZA Network @ LISER, number 4644, Dec.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, DOI: 10.1002/jae.1091.
• Kyttack Hong & Dong-Hwan Oh, 2009, "Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 2, pages 111-130, December.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2009, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-13, Oct.
• Steven Dickey & Robert Houston Jr., 2009, "Disaggregating Education Production," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 135-144, June, DOI: 10.1007/s11293-009-9171-0.
• Massimiliano Kaucic, 2009, "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 173-193, September, DOI: 10.1007/s10614-009-9176-4.
• Christian Dreger & Jürgen Wolters, 2009, "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 1, pages 51-63, February, DOI: 10.1007/s10663-008-9092-1.
• Stefan Günnel & Karl-Heinz Tödter, 2009, "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 3, pages 273-292, August, DOI: 10.1007/s10663-008-9084-1.
• Dan Rigby & Kelvin Balcombe & Michael Burton, 2009, "Mixed Logit Model Performance and Distributional Assumptions: Preferences and GM foods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 3, pages 279-295, March, DOI: 10.1007/s10640-008-9227-7.
• Marc Ryser & Stefan Denzler, 2009, "Selecting credit rating models: a cross-validation-based comparison of discriminatory power," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 187-203, June, DOI: 10.1007/s11408-009-0101-6.
• Luiz Cerqueira & Adrian Pizzinga & Cristiano Fernandes, 2009, "Methodological Procedure for Estimating Brazilian Quarterly GDP Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 102-114, February, DOI: 10.1007/s11294-008-9187-2.
• E.-H. Yoo & P. Kyriakidis, 2009, "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, volume 11, issue 4, pages 381-406, December, DOI: 10.1007/s10109-009-0090-z.
• Yanyan Liu & Robert Myers, 2009, "Model selection in stochastic frontier analysis with an application to maize production in Kenya," Journal of Productivity Analysis, Springer, volume 31, issue 1, pages 33-46, February, DOI: 10.1007/s11123-008-0111-9.
• Hang Ryu, 2009, "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, volume 32, issue 1, pages 55-62, August, DOI: 10.1007/s11123-009-0130-1.
• Pierre Siklos & Martin Bohl, 2009, "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, volume 20, issue 1, pages 39-59, February, DOI: 10.1007/s11079-007-9063-3.
• Aris Spanos, 2009, "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, volume 25, pages 165-213.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Gianfranco Di Vaio & Kerstin Enflo, 2009, "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers, University of Copenhagen. Department of Economics, number 09-08, Apr.